Market price of risk implied by Asian-style electricity options [PDF]
In this paper we propose a jump diffusion type model which recovers the main characteristics of electricity spot price dynamics, including seasonality, mean reversion, and spiky behavior.
Rafal Weron
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Investment Dynamics and Long Term Price Trends in Competitive Electricity Markets
, 2001 Petter L. Skantze, Marija Ilić
openalex +1 more source
Book Reviews: Managing the Oil Wealth — OPEC'S Windfalls and Pitfalls, Oil Supply Security — The Emergency Response Potential of IEA Countries in 2000, The Economy of Iran — Dilemmas of an Islamic State, Politics of the Black Sea — Dynamics of Cooperation and Conflict, Regulatory Institutions in Liberalised Electricity Markets, Nuclear Power in the OECD, Findings of Recent IEA Work 2001, Stepping Stones — The Making of Our Home World [PDF]
, 2001 openalex +1 more source
Impact of minimum bid requirement of Japan's electricity market on virtual power plant's profit. [PDF]
HeliyonNadimi R +3 more
europepmc +1 more source
Threshold forecasting of electricity market clearing prices in volatile electricity markets
, 2009 Some pages are in colour.
openaire +2 more sources
Forecasting of virtual power plant generating and energy arbitrage economics in the electricity market using machine learning approach. [PDF]
Sci RepSarathkumar TV +5 more
europepmc +1 more source
A structural risk-neutral model of electricity prices [PDF]
The objective of this paper is to present a model for electricity spot prices and the corresponding forward contracts, which relies on the underlying market of fuels, thus avoiding the electricity non-storability restriction. The structural aspect of our
Adrien Nguyen Huu +3 more
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